#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Math;
using Cephei.QL.Termstructures.Volatility.Capfloor;
using Cephei.QL.Indexes;
using Cephei.QL.Times;
namespace Cephei.QL.Termstructures.Volatility.Optionlet
{
    /// <summary> 
	/// ! Helper class to strip optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities) from the (cap/floor) term volatilities of a CapFloorTermVolSurface.
	/// </summary>
    [Guid ("4C08C805-5927-45d2-B128-1F6EE48CDDD1"),ComVisible(true)]
	public interface IOptionletStripper1 : Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletStripper
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix CapFloorPrices {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix CapFloorVolatilities {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix OptionletPrices {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IOptionletStripper1 PerformCalculations {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwitchStrike {get;}
    }   

    /// <summary> 
	/// ! Helper class to strip optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities) from the (cap/floor) term volatilities of a CapFloorTermVolSurface. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IOptionletStripper1_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IOptionletStripper1 Create (Cephei.QL.Termstructures.Volatility.Capfloor.ICapFloorTermVolSurface prm1, Cephei.QL.Indexes.IIborIndex index, Microsoft.FSharp.Core.FSharpOption<Double> switchStrikes, Microsoft.FSharp.Core.FSharpOption<Double> accuracy, Microsoft.FSharp.Core.FSharpOption<UInt32> maxIter);
    }
}

